Rayvt’s Activity

Sat May 23

NL

Boards Post

Rayvt replied to the Mechanical Investing board. 11:20 PM

Re: Explorations of YldEarnYear_SI

Since performance drops as minimum price increases, it stands to reason that performance would improve if a maximum price was applied.

No, it doesn't stand to reason at all. Extending the minimum price threshold downward says nothing [more]

NL

Boards Post

Rayvt replied to the Options - You Make the Call board. 11:16 PM

Re: Portfolio Protection

Covered calls ... most of the downside of the stock and some of the upside. What's not to like?

"In big down markets you get to keep the option premium, but are otherwise fully exposed, while in up markets you get very little [more]

NL

Boards Post

Rayvt replied to the Mechanical Investing board. 11:21 AM

Re: SA Series on Market Timing Methods


Short interest, when aggregated across firms and appropriately de-trended, is a statistically and economically significant predictor of future market excess returns over our 1973:01 to 2013:12 sample period. In fact, our short interest index
[more]

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Boards Post

Rayvt replied to the Mechanical Investing board. 11:11 AM

Re: SA Series on Market Timing Methods

43 week SMA of the S&P500 index. Sell when 4 consecutive weeks the S&P is below the SMA. Buy when the S&P rises above the SMA. That's it. 30 seconds of work, once a week.

I'm sure you must have posted the backtested results
[more]

Fri May 22

NL

Boards Post

Rayvt replied to the Mechanical Investing board. 7:58 PM

Re: SA Series on Market Timing Methods

Ray, You also mentioned the same timing strategy on May 1, 2014 in post 250559, but with a slight variation:

"Using Friday's close, compute the 40 week SMA of the S&P 500, and compare the current close to that SMA.
Sell when
[more]

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Boards Post

Rayvt replied to the Mechanical Investing board. 3:40 PM

Re: SA Series on Market Timing Methods


Yes, just sidestep the bulk of the bad market. What is your simple method that lets you successfully decide when to get off of the elevator and back on when it is gooin up again? Maybe you have written of it before but I have been out for a
[more]

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Boards Post

Rayvt replied to the Mechanical Investing board. 9:10 AM

Re: SA Series on Market Timing Methods

An analogy came to mind when reading his articles.

How to decide when to jump into the storm shelter.
a) Measure the angle of raindrops, the average size of the hailstones along with their standard deviation, factor in the gustiness of [more]

Mon May 18

NL

Boards Post

Rayvt replied to the Dividend Growth Investing board. 6:03 PM

Re: GS on Dividends

"The bad news? That high percentage is only because stock market returns aren’t going to be so hot. Goldman’s research shows stocks are already highly valued and earnings growth is slowing. According to Goldman:"
...
Does anyone
[more]

Sun May 17

NL

Boards Post

Rayvt replied to the Mechanical Investing board. 7:12 AM

Re: Rejected orders

You should call etrade and ask them what's going on, then.

However, I suspect that it's you are misunderstanding or mis-interpreting what is happening.

Often my market orders are broken up into lots

You order isn't [more]

Thu May 14

NL

Boards Post

Rayvt replied to the Mechanical Investing board. 2:54 PM

Re: Triple MA Crossover

Don't know exactly how often but it is a way to confirm the Trend and avoid a few false direction changes(whipsaw) no?

So is simply requiring the 43w (200d, 10m) sell signalto occur 3 or 4 or 5 weeks in a row, before you [more]

Wed May 13

NL

Boards Post

Rayvt replied to the Mechanical Investing board. 9:19 PM

Re: On the Arezi / Fed model...

Here is the only person among these right-wingers who

I'm a fast reader, so I usually get one word past the wording or phrase that is the tip-off that a writer can safety be [more]

Mon May 11

NL

Boards Post

Rayvt replied to the Retirement Investing board. 6:43 PM

Re: Speaking of Math....


I posted this link primarily because I wanted to know if anyone was using any of the complex "Strategies for Retirement Spending" shown in the article. But no one has commented on those yet.


I've been using [more]

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Boards Post

Rayvt replied to the Mechanical Investing board. 10:07 AM

Re: Elann's 256108 (*Weighted)

Even the "monkey with a dartboard" process works pretty well if you use a dartboard without most of the low numbers.
Simply eliminating the worst half of stocks by earnings yield improves returns by 1.84%/year.


I [more]

Fri May 8

NL

Boards Post

Rayvt replied to the Mechanical Investing board. 12:14 PM

Re: Triple MA Crossover

"The whole idea of Moving Average Timing concept is avoiding the full brunt of a large decline. And for that, no fine-tuning is necessary. In fact, fine-tuning of that is probably impossible. "

So what your saying is that you
[more]

NL

Boards Post

Rayvt replied to the Dividend Growth Investing board. 11:30 AM

Re: Analyzing my Dividend Stocks

The only time I will sell a stock in my Dividend portfolio's if the stock gains 10% or more in profits, then wait until it drops to 6% and then buy it back.

Sounds like a plan which depends on nothing ever going wrong. Reality tends [more]

Thu May 7

NL

Boards Post

Rayvt replied to the Mechanical Investing board. 8:31 PM

Re: Triple MA Crossover


4w > 18w 9w > 18w
1 1 Bull
0 0 Bear
1 0 Remain in prior state
0 1 Remain in prior state


This strikes me as too clever by half. Kinda like trying to measure the water-leverl of a lake during a [more]

NL

Boards Post

Rayvt replied to the Mechanical Investing board. 7:21 AM

Re: O'Shaughnessy's TV last 5 years

The conclusion is the same TV has not been giving the advantage it gave over the previous 25 years...

Larry Swedroe had a column where he discussed this type of thing.
[more]

Mon May 4

NL

Boards Post

Rayvt replied to the Mechanical Investing board. 8:29 AM

Re: 52 week highs

What difference does timing make?
With a 1% threshold -- equity value within 1% of alltime high is okay, worse is bad.
Again, these are the number of consecutive months of okay and bad. "In DD" is the number of months it takes to [more]

NL

Boards Post

Rayvt replied to the Mechanical Investing board. 8:01 AM

Re: 52 week highs

Length of time below alltime high, until it recovers back to that high.
Again, S&P500 including reinvested dividends, 1950 to 2015, buy&hold.
This is the number of consecutive months where the equity value is below the alltime high [more]

Sun May 3

NL

Boards Post

Rayvt replied to the Mechanical Investing board. 6:43 PM

Re: 52 week highs

In real total return all-time terms, the S&P and its cap-weighted predecessors have been off peak by 20% or more 41% of the time, not 8% of the time, since 1930.

That's not what I get. Unless when you say "real" you are [more]

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Very First Post Re: BTD using margin accounts? (4/28/1997)
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